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SLV vs. PSLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SLV and PSLV is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

SLV vs. PSLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Silver Trust (SLV) and Sprott Physical Silver Trust (PSLV). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
11.38%
-1.59%
SLV
PSLV

Key characteristics

Sharpe Ratio

SLV:

0.72

PSLV:

0.66

Sortino Ratio

SLV:

1.20

PSLV:

1.12

Omega Ratio

SLV:

1.14

PSLV:

1.13

Calmar Ratio

SLV:

0.39

PSLV:

0.31

Martin Ratio

SLV:

2.96

PSLV:

2.81

Ulcer Index

SLV:

7.48%

PSLV:

7.23%

Daily Std Dev

SLV:

30.73%

PSLV:

30.82%

Max Drawdown

SLV:

-76.28%

PSLV:

-79.38%

Current Drawdown

SLV:

-43.04%

PSLV:

-55.31%

Returns By Period

In the year-to-date period, SLV achieves a 23.60% return, which is significantly higher than PSLV's 22.28% return. Over the past 10 years, SLV has outperformed PSLV with an annualized return of 5.97%, while PSLV has yielded a comparatively lower 5.04% annualized return.


SLV

YTD

23.60%

1M

-3.99%

6M

-0.22%

1Y

21.70%

5Y*

10.61%

10Y*

5.97%

PSLV

YTD

22.28%

1M

-4.82%

6M

-1.50%

1Y

19.04%

5Y*

9.50%

10Y*

5.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SLV vs. PSLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) and Sprott Physical Silver Trust (PSLV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SLV, currently valued at 0.72, compared to the broader market0.002.004.000.720.66
The chart of Sortino ratio for SLV, currently valued at 1.20, compared to the broader market-2.000.002.004.006.008.0010.001.201.12
The chart of Omega ratio for SLV, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.13
The chart of Calmar ratio for SLV, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.390.31
The chart of Martin ratio for SLV, currently valued at 2.96, compared to the broader market0.0020.0040.0060.0080.00100.002.962.81
SLV
PSLV

The current SLV Sharpe Ratio is 0.72, which is comparable to the PSLV Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of SLV and PSLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.72
0.66
SLV
PSLV

Dividends

SLV vs. PSLV - Dividend Comparison

Neither SLV nor PSLV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SLV vs. PSLV - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, roughly equal to the maximum PSLV drawdown of -79.38%. Use the drawdown chart below to compare losses from any high point for SLV and PSLV. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-43.04%
-55.31%
SLV
PSLV

Volatility

SLV vs. PSLV - Volatility Comparison

iShares Silver Trust (SLV) and Sprott Physical Silver Trust (PSLV) have volatilities of 7.56% and 7.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.56%
7.42%
SLV
PSLV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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